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The rise of digital payments has accelerated the need for intelligent and scalable systems to detect fraud. This research presents an end-to-end, feature-rich machine learning framework for detecting credit card transaction anomalies and…

Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets. Existing methods generally decompose the task into two separate steps: pair selection and trading.…

Computational Finance · Quantitative Finance 2023-09-26 Weiguang Han , Boyi Zhang , Qianqian Xie , Min Peng , Yanzhao Lai , Jimin Huang

The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a…

Trading and Market Microstructure · Quantitative Finance 2023-08-14 A. K. M. Amanat Ullah , Fahim Imtiaz , Miftah Uddin Md Ihsan , Md. Golam Rabiul Alam , Mahbub Majumdar

Due to an exponential increase in the number of cyber-attacks, the need for improved Intrusion Detection Systems (IDS) is apparent than ever. In this regard, Machine Learning (ML) techniques are playing a pivotal role in the early…

Cryptography and Security · Computer Science 2021-05-31 Kathryn-Ann Tait , Jan Sher Khan , Fehaid Alqahtani , Awais Aziz Shah , Fadia Ali Khan , Mujeeb Ur Rehman , Wadii Boulila , Jawad Ahmad

For the development of successful share trading strategies, forecasting the course of action of the stock market index is important. Effective prediction of closing stock prices could guarantee investors attractive benefits. Machine…

Statistical Finance · Quantitative Finance 2021-04-16 Nazish Ashfaq , Zubair Nawaz , Muhammad Ilyas

Multidimensional time series clustering is an important problem in time series data analysis. This paper provides a new research idea for the behavioral analysis of financial markets, using the intrinsic correlation existing between…

Computational Engineering, Finance, and Science · Computer Science 2022-09-27 Pei Dehao

Gathering training data is a key step of any supervised learning task, and it is both critical and expensive. Critical, because the quantity and quality of the training data has a high impact on the performance of the learned function.…

Data Structures and Algorithms · Computer Science 2021-10-28 Quentin Lutz , Élie de Panafieu , Alex Scott , Maya Stein

It is critical to secure the Industrial Internet of Things (IIoT) devices because of potentially devastating consequences in case of an attack. Machine learning and big data analytics are the two powerful leverages for analyzing and…

Cryptography and Security · Computer Science 2019-11-15 Maede Zolanvari , Marcio A. Teixeira , Lav Gupta , Khaled M. Khan , Raj Jain

As algorithmic trading and electronic markets continue to transform the landscape of financial markets, detecting and deterring rogue agents to maintain a fair and efficient marketplace is crucial. The explosion of large datasets and the…

Trading and Market Microstructure · Quantitative Finance 2024-03-21 Kaushalya Kularatnam , Tania Stathaki

Intrusion detection systems (IDS) are used to monitor networks or systems for attack activity or policy violations. Such a system should be able to successfully identify anomalous deviations from normal traffic behavior. Here we discuss the…

Cryptography and Security · Computer Science 2022-05-17 M. Andrecut

Attacks against the Internet of Things (IoT) are rising as devices, applications, and interactions become more networked and integrated. The increase in cyber-attacks that target IoT networks poses a considerable vulnerability and threat to…

Cryptography and Security · Computer Science 2024-10-08 Mona Esmaeili , Morteza Rahimi , Hadise Pishdast , Dorsa Farahmandazad , Matin Khajavi , Hadi Jabbari Saray

To predict the future movements of stock markets, numerous studies concentrate on daily data and employ various machine learning (ML) models as benchmarks that often vary and lack standardization across different research works. This paper…

Computational Finance · Quantitative Finance 2024-07-16 Han Gui

The analysis of the behaviour of individuals and entities (UEBA) is an area of artificial intelligence that detects hostile actions (e.g. attacks, fraud, influence, poisoning) due to the unusual nature of observed events, by affixing to a…

Artificial Intelligence · Computer Science 2018-12-04 Jean-Philippe Fauvelle , Alexandre Dey , Sylvain Navers

In this paper, we propose a methodology for the analysis of questionnaire data along with its application on discovering insights from investor data motivated by a day trading competition. The questionnaire includes categorical questions,…

Human-Computer Interaction · Computer Science 2024-02-13 Carlos Henrique Q. Forster , Paulo André Lima de Castro , Andrei Ramalho

Recently, advances in machine learning techniques have attracted the attention of the research community to build intrusion detection systems (IDS) that can detect anomalies in the network traffic. Most of the research works, however, do…

Cryptography and Security · Computer Science 2018-12-14 Tara Salman , Deval Bhamare , Aiman Erbad , Raj Jain , Mohammed Samaka

The proliferation of Internet of Things (IoT) devices has grown exponentially in recent years, introducing significant security challenges. Accurate identification of the types of IoT devices and their associated actions through network…

Cryptography and Security · Computer Science 2025-12-17 Reza Ryan , Napoleon Paciente , Cahil Youngs , Nickson Karie , Qian Li , Nasim Ferdosian

We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…

Econometrics · Economics 2026-01-16 Kim Christensen , Alexei Kolokolov

This work presents an unsupervised deep discriminant analysis for clustering. The method is based on deep neural networks and aims to minimize the intra-cluster discrepancy and maximize the inter-cluster discrepancy in an unsupervised…

Machine Learning · Computer Science 2022-06-13 Jinyu Cai , Wenzhong Guo , Jicong Fan

Characteristics and way of behavior of attacks and infiltrators on computer networks are usually very difficult and need an expert In addition; the advancement of computer networks, the number of attacks and infiltrations are also…

Cryptography and Security · Computer Science 2020-04-20 Amir Javadpour , Sanaz Kazemi Abharian , Guojun Wang
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